+135.1%
BAC vs CEG
+186.0%
-51.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | -0.5% |
| 7D | +1.1% | +8.0% | -6.9% | +0.4% |
| 30D | -0.4% | +12.9% | -13.3% | -1.6% |
| 3M | +16.9% | +13.2% | +3.7% | +15.4% |
| 6M | +26.6% | -7.0% | +33.6% | +26.9% |
| YTD | +15.8% | -15.0% | +30.8% | +16.9% |
| 1Y | +27.2% | -2.7% | +29.9% | +26.0% |
| All | +135.1% | +186.0% | -51.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling